STRATEGY VWAP MOMENTUM

20251013 (Monday, DoW=1)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 8

Periodo: 2025-10-13 08:11:00 - 2025-10-13 22:59:00

Exposure Days: 1

Trades per Day: 8.00

Avg Duration: 107.38 min

Median Duration: 46.50 min

PERFORMANCE

Total Profit: $-6,540.00

Avg Profit: $-817.50

Median Profit: $-1,022.50

Std Profit: $789.71

Profit Factor: 0.07

WIN/LOSS

Win Rate: 0.0%

Winners / Losers: 0 / 7 (Ratio: N/A)

Gross Profit: $525.00

Gross Loss: $-7,065.00

Avg Winner: $0.00

Avg Loser: $-1,009.29

Avg Winner / Avg Loser: (Ratio: 1:0.00)

Largest Winner: $525.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-6,520.00

Sharpe Ratio: -1.04

Sortino Ratio: -1.32

Ulcer Index: 770.35

EXIT REASONS

TARGET exits: 0 (0.0%)

STOP exits: 4 (50.0%)

EOD exits: 1 (12.5%)

LONG ENTRIES (BUY)

Total LONG: 4

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-1,495.00

Avg P&L: $-373.75

SHORT ENTRIES (SELL)

Total SHORT: 4

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-5,045.00

Avg P&L: $-1,261.25

CUMULATIVE P&L